you go to g and ask him to open the gadget room, then get the life ring shooter, then get the fishing rod then get the rope the put all of them in the same box, then go to the penguins and rescue...
There are A LOT of you who are asking this question so I decided that you should type in: How do you do mission 4 on Club Penguin? in ASK in this website because it's the same question.